Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428248.94 | 286875.9862 | 141372.9538 | 611566.2988 | 618227.6839 | -6661.3851 |
Total P&L (%) | 428.2489 | 286.876 | 141.373 | 611.5663 | 618.2277 | -6.6614 |
Avg Daily Profit (%) | 0.3024 | 0.2026 | 0.0998 | 0.1387 | 0.1393 | -0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117790 | -49808 | -109752 | -604623 | -349683 | -495367 |
Profit Factor | 1.5318 | 1.8067 | 1.3144 | 1.2308 | 1.5304 | 0.9955 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 45.3039 | 43.956 | 46.6667 | 45.3039 | 43.956 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8494 | 2.3035 | 1.5022 | 1.4859 | 1.9513 | 1.1377 |
Largest Winning Trade | 106942 | 106942 | 57247 | 445110 | 445110 | 176461 |
Largest Losing Trade | -40625 | -40625 | -37524 | -346976 | -179498 | -346976 |
Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Winners | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 4168 | 2145 | 2023 | 4168 | 2145 | 2023 |
Profit Streak | 0 | 0 | 72.4002 | 0 | 0 | 72.4002 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378279 | 312722 | -58768 | -8428 | -6390 | -579476 |
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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